OMX Copenhagen Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.36%
decreased by 0.45%
1 Week
16.49%
decreased by 0.32%
1 Month
16.92%
increased by 0.11%
Analysis last updated: Friday, June 12, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 7.22 | |
| 0.1585 | 32.87 | |
| 0.9720 | 854.92 | |
| -0.0707 | -16.66 |
Estimation Period:
Jan 1, 1996 to Jun 12, 2026
Jan 1, 1996 to Jun 12, 2026
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